Minimize $left|BAright|_2 $ under these constrain
$begingroup$
Minimize $left|BAright|_2$
while B is a given $m*n$ matrix with rank n and A is an $n*t$ matrix which is not given.
Such that $B'*u_{1}*v_{1}' = a*u*v$;
$left|Aright|_2 = b$.
While
$u_{1}$ is the first left singular vector of BA and $v_{1}$ is the first right singular vector of BA. $u$ is the first left singular vector of A and $v$ is the first right singular vector of A. b is a given number and a is a positive number.
linear-algebra optimization karush-kuhn-tucker spectral-norm
asked Dec 21 '18 at 3:29
VidaVida
12
$endgroup$
add a comment |
$begingroup$
Minimize $left|BAright|_2$
while B is a given $m*n$ matrix with rank n and A is an $n*t$ matrix which is not given.
Such that $B'*u_{1}*v_{1}' = a*u*v$;
$left|Aright|_2 = b$.
While
$u_{1}$ is the first left singular vector of BA and $v_{1}$ is the first right singular vector of BA. $u$ is the first left singular vector of A and $v$ is the first right singular vector of A. b is a given number and a is a positive number.
linear-algebra optimization karush-kuhn-tucker spectral-norm
asked Dec 21 '18 at 3:29
VidaVida
12
$endgroup$
add a comment |
$begingroup$
Minimize $left|BAright|_2$
while B is a given $m*n$ matrix with rank n and A is an $n*t$ matrix which is not given.
Such that $B'*u_{1}*v_{1}' = a*u*v$;
$left|Aright|_2 = b$.
While
$u_{1}$ is the first left singular vector of BA and $v_{1}$ is the first right singular vector of BA. $u$ is the first left singular vector of A and $v$ is the first right singular vector of A. b is a given number and a is a positive number.
linear-algebra optimization karush-kuhn-tucker spectral-norm
asked Dec 21 '18 at 3:29
VidaVida
12
$endgroup$
Minimize $left|BAright|_2$
while B is a given $m*n$ matrix with rank n and A is an $n*t$ matrix which is not given.
Such that $B'*u_{1}*v_{1}' = a*u*v$;
$left|Aright|_2 = b$.
While
$u_{1}$ is the first left singular vector of BA and $v_{1}$ is the first right singular vector of BA. $u$ is the first left singular vector of A and $v$ is the first right singular vector of A. b is a given number and a is a positive number.
linear-algebra optimization karush-kuhn-tucker spectral-norm
linear-algebra optimization karush-kuhn-tucker spectral-norm
asked Dec 21 '18 at 3:29
VidaVida
12
asked Dec 21 '18 at 3:29
VidaVida
12
edited Dec 21 '18 at 3:43
Vida
asked Dec 21 '18 at 3:29
VidaVida
12
asked Dec 21 '18 at 3:29
VidaVida
12
asked Dec 21 '18 at 3:29
VidaVida
12
12
add a comment |
add a comment |
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